Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.359076 | 2.7814 | 0.003611 |
2 | 0.391778 | 3.0347 | 0.001778 |
3 | 0.392699 | 3.0418 | 0.001742 |
4 | 0.154224 | 1.1946 | 0.11847 |
5 | 0.236338 | 1.8307 | 0.036059 |
6 | 0.204782 | 1.5862 | 0.058972 |
7 | 0.14441 | 1.1186 | 0.133886 |
8 | 0.105859 | 0.82 | 0.207737 |
9 | 0.326362 | 2.528 | 0.007061 |
10 | 0.171221 | 1.3263 | 0.094887 |
11 | 0.183763 | 1.4234 | 0.079897 |
12 | 0.52516 | 4.0679 | 7e-05 |
13 | 0.162938 | 1.2621 | 0.105896 |
14 | 0.195211 | 1.5121 | 0.06788 |
15 | 0.135237 | 1.0475 | 0.149526 |
16 | -0.067781 | -0.525 | 0.30075 |
17 | 0.021549 | 0.1669 | 0.433999 |
18 | 0.024004 | 0.1859 | 0.426562 |
19 | -0.056909 | -0.4408 | 0.330467 |
20 | -0.018107 | -0.1403 | 0.444463 |
21 | 0.045113 | 0.3494 | 0.36399 |
22 | -0.007526 | -0.0583 | 0.476854 |
23 | 0.013864 | 0.1074 | 0.45742 |
24 | 0.180858 | 1.4009 | 0.083195 |
25 | -0.041031 | -0.3178 | 0.37586 |
26 | -0.014067 | -0.109 | 0.456798 |
27 | -0.040044 | -0.3102 | 0.378749 |
28 | -0.251226 | -1.946 | 0.028172 |
29 | -0.193072 | -1.4955 | 0.070009 |
30 | -0.222395 | -1.7227 | 0.04505 |
31 | -0.213952 | -1.6573 | 0.051343 |
32 | -0.114836 | -0.8895 | 0.18864 |
33 | -0.128284 | -0.9937 | 0.162184 |
34 | -0.144954 | -1.1228 | 0.132995 |
35 | -0.178334 | -1.3814 | 0.086144 |
36 | -0.000598 | -0.0046 | 0.498159 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.359076 | 2.7814 | 0.003611 |
2 | 0.301748 | 2.3373 | 0.011388 |
3 | 0.235073 | 1.8209 | 0.036807 |
4 | -0.128231 | -0.9933 | 0.162283 |
5 | 0.056136 | 0.4348 | 0.332625 |
6 | 0.072024 | 0.5579 | 0.289497 |
7 | 0.03142 | 0.2434 | 0.404271 |
8 | -0.079339 | -0.6146 | 0.270585 |
9 | 0.313094 | 2.4252 | 0.009163 |
10 | 0.01317 | 0.102 | 0.459542 |
11 | -0.032961 | -0.2553 | 0.399678 |
12 | 0.434 | 3.3618 | 0.000676 |
13 | -0.124508 | -0.9644 | 0.16935 |
14 | -0.240157 | -1.8602 | 0.033877 |
15 | -0.167906 | -1.3006 | 0.099185 |
16 | -0.079253 | -0.6139 | 0.270804 |
17 | -0.040914 | -0.3169 | 0.376204 |
18 | -0.005792 | -0.0449 | 0.482183 |
19 | 0.01395 | 0.1081 | 0.457157 |
20 | 0.079108 | 0.6128 | 0.271173 |
21 | -0.191237 | -1.4813 | 0.071877 |
22 | 0.041553 | 0.3219 | 0.374337 |
23 | 0.047807 | 0.3703 | 0.356227 |
24 | -0.005928 | -0.0459 | 0.481765 |
25 | -0.114892 | -0.89 | 0.188523 |
26 | -0.037896 | -0.2935 | 0.38506 |
27 | 0.039623 | 0.3069 | 0.379985 |
28 | -0.124892 | -0.9674 | 0.168611 |
29 | -0.183379 | -1.4204 | 0.080327 |
30 | -0.029052 | -0.225 | 0.411359 |
31 | 0.093257 | 0.7224 | 0.236439 |
32 | 0.058232 | 0.4511 | 0.326786 |
33 | -0.044902 | -0.3478 | 0.364599 |
34 | -0.009516 | -0.0737 | 0.470742 |
35 | -0.144288 | -1.1176 | 0.134086 |
36 | 0.018506 | 0.1433 | 0.443248 |